Forecasting Viet Nam stock index using hybris ARIMA-GARCH model

QR-kod

Forecasting Viet Nam stock index using hybris ARIMA-GARCH model

Sparad:

Bibliografiska uppgifter
Språk:	vie
Länkar:	https://dlib.udn.vn/module/chi-tiet-sach?RecordID=9073
Taggar:	Lägg till en tagg Inga taggar, Lägg till första taggen!

Thư viện lưu trữ:	Trung tâm Công nghệ thông tin và Học liệu số, Đại học Đà Nẵng

Liknande verk

FORECASTING THE DEMAND FOR PRODUCTION OF VEHICLES USING ARIMA MODEL AT FACTORY No. 3, THANG LONG METAL COMPANY
av: Nguyen, Thi Thanh Binh, et al.
Publicerad: (2025)

Forecasting of saline intrusion in Ham Luong river, Ben Tre province (Southern Vietnam) using Box-Jenkins ARIMA models
Publicerad: (2023)

Accounting for extreme values in GARCH forecasts of day-ahead electricity prices /
av: Guirguis, Hany S.

M-estimation in GARCH models /
av: Mukherjee, Kanchan.

FORECASTING SOIL CARBON STOCK OF DECIDUOUS BROADLEAF FOREST IN DAK LAK PROVINCE USING THE ROTHC MODEL
av: Duong, Dang Khoi
Publicerad: (2025)

IoT Monitoring Stock Price Forecasting by Using Machine Learning Techniques
av: Le, Thi Thuy Linh, et al.
Publicerad: (2021)

Ứng dụng mô hình ARIMA trong dự báo chỉ số Vn-Index
av: Nguyễn, Thị Thanh Huyền
Publicerad: (2019)

ỨNG DỤNG MÔ HÌNH ARIMA TRONG DỰ BÁO CHỈ SỐ VN-INDEX
av: Nguyễn, Thị Thanh Huyền
Publicerad: (2018)

Derivatives markets in emerging countries - focus on stock index futures market in India: The causality(lead-lag) interrelation among stock index futures and stock index markets in India

On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
av: Stelzer, Robert.

Forecasting stock price movement: new evidence from a novel hybrid deep learning model
av: Zhao, Yang, et al.
Publicerad: (2023)

So sánh khả năng dự báo chỉ số VN Index và HN Index của các mô hình AI và ARIMA
av: Lưu, Thu Quang
Publicerad: (2025)

Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
av: Meitz, Mika.

Information security risk modeling using bayesian index /
av: Chan, Chien-Lung.

Econometric models and economic forecasts
av: Pindyck, Robert S
Publicerad: (1991)

Rice blast modeling and forecasting
av: IRRI

Econometric models and economic forecasts
av: Pindyck, Robert S, et al.
Publicerad: (2020)

Financial Forecasting, Analysis and Modelling: A Framework for Long-Term Forecasting
av: Michael, Samonas
Publicerad: (2024)

Integration of modified firefly algorithm and machine learning regression for stock price forecasting
av: Pham, Thi Phuong Trang
Publicerad: (2021)

The stable relationship between crude oil price and petrol price: Evidence from multivariate GARCH models
av: Nguyễn, Văn Tuấn
Publicerad: (2022)

Water Quality Index Prediction Using Multiple Linear Fuzzy Regression Model
av: Karim, Samsul Ariffin Abdul, et al.
Publicerad: (2020)

A GIS-based cholera forecast model

The impact of GST implementation on the Malaysian stock market index volatility: An empirical approach
av: Haron, Razali, et al.
Publicerad: (2023)

Modeling and Stochastic Learning for Forecasting in High Dimensions
av: Antoniadis, Anestis, et al.
Publicerad: (2015)

Analysis and forecasting of the importance of smart contracts and blockchain technology in SCM in Vietnam by using DEA and Grey model
av: Tran, Kim Phong, et al.
Publicerad: (2025)

Estimation risk in GARCH VaR and ES estimates /
av: Gao, Feng.

Matrix formulas for nonstationary arima signal extraction /
av: McElroy, Tucker.

Introduction to time-series modeling and forecasting in business and economics
av: Gaynor, Patrica E.
Publicerad: (1994)

Dự báo giá vàng Việt Nam sử dụng mô hình GARCH
av: Ngô, Văn Toàn, et al.
Publicerad: (2024)

Oil price, gold price and stock market index: Evidence form ASEAN+3 countries
av: Ngo, Thi Hang
Publicerad: (2025)

Decision making and forecasting with emphasis on model building and policy analysis
av: Kneale T. Marshall
Publicerad: (1995)

Modeling and Forecasting Electricity Demand (A Risk Management Perspective)
av: Berk, Kevin
Publicerad: (2015)

Applying forecasting demand for traffic model at Hai Phong, Vietnam
av: Than, Dinh Vinh, et al.
Publicerad: (2025)

Enhanced the GMr (1, 1) Model in Forecasting and Decision—Making
av: Phan, Van Thanh, et al.
Publicerad: (2024)

Using macro data to obtain better micro forecasts /
av: Magnus, Jan R.

Specification and estimation of semiparametric multiple-index models /
av: Donkers, Bas.

Assessing carbon stocks and modelling win- win scenarois of carbon sequestration through land- use changes
av: Ponce- Hernandez, Raul
Publicerad: (2004)

Tìm hiểu mối tương quan động giữa vn-index và các thị trường chứng khoán lớn trên thế giới thông qua mô hình bayesian dcc-garch
av: Đồng, Mạnh Cường, et al.
Publicerad: (2023)

The impact of geopolitical risk on the stock market and stock bubbles in Vietnam: A mediation model
av: Phuong, Lan, et al.
Publicerad: (2025)

Ứng dụng mô hình ARIMA để dự báo VNINDEX
av: Bùi Quang, Trung,...
Publicerad: (2014)